Statistics.cpp 13.8 KB
 Gigg, Martyn Anthony committed Jul 20, 2012 1 2 3 ``````// Includes #include "MantidKernel/Statistics.h" `````` 4 ``````#include `````` Campbell, Stuart committed Apr 17, 2015 5 6 ``````#include #include `````` Zhou, Wenduo committed Oct 07, 2013 7 ``````#include `````` Campbell, Stuart committed Apr 17, 2015 8 9 ``````#include #include `````` Zhou, Wenduo committed Mar 20, 2013 10 ``````#include `````` Campbell, Stuart committed Apr 17, 2015 11 ``````#include `````` Alex Buts committed Apr 21, 2015 12 ``````#include `````` Campbell, Stuart committed Apr 17, 2015 13 `````` `````` Hahn, Steven committed Feb 06, 2016 14 15 16 17 18 ``````#include #include #include #include `````` Whitfield, Ross committed Dec 16, 2014 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 ``````namespace Mantid { namespace Kernel { using std::string; using std::vector; /** * Generate a Statistics object where all of the values are NaN. This is a good * initial default. */ Statistics getNanStatistics() { double nan = std::numeric_limits::quiet_NaN(); Statistics stats; stats.minimum = nan; stats.maximum = nan; stats.mean = nan; stats.median = nan; stats.standard_deviation = nan; return stats; } /** * There are enough special cases in determining the median where it useful to * put it in a single function. */ template double getMedian(const vector &data, const size_t num_data, const bool sorted) { if (num_data == 1) return static_cast(*(data.begin())); `````` Hahn, Steven committed Feb 06, 2016 52 `````` bool is_even = ((num_data & 1) == 0); `````` Whitfield, Ross committed Dec 16, 2014 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 `````` if (is_even) { double left = 0.0; double right = 0.0; if (sorted) { // Just get the centre two elements. left = static_cast(*(data.begin() + num_data / 2 - 1)); right = static_cast(*(data.begin() + num_data / 2)); } else { // If the data is not sorted, make a copy we can mess with vector temp(data.begin(), data.end()); // Get what the centre two elements should be... std::nth_element(temp.begin(), temp.begin() + num_data / 2 - 1, temp.end()); left = static_cast(*(temp.begin() + num_data / 2 - 1)); std::nth_element(temp.begin(), temp.begin() + num_data / 2, temp.end()); right = static_cast(*(temp.begin() + num_data / 2)); `````` Campbell, Stuart committed Mar 30, 2011 70 `````` } `````` Whitfield, Ross committed Dec 16, 2014 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 `````` // return the average return (left + right) / 2.; } else // Odd number { if (sorted) { // If sorted and odd, just return the centre value return static_cast(*(data.begin() + num_data / 2)); } else { // If the data is not sorted, make a copy we can mess with vector temp(data.begin(), data.end()); // Make sure the centre value is in the correct position std::nth_element(temp.begin(), temp.begin() + num_data / 2, temp.end()); // Now return the centre value return static_cast(*(temp.begin() + num_data / 2)); `````` Lynch, Vickie committed May 14, 2012 86 `````` } `````` Whitfield, Ross committed Dec 16, 2014 87 `````` } `````` Hahn, Steven committed Feb 06, 2016 88 ``````} `````` Hahn, Steven committed Feb 06, 2016 89 `````` `````` Whitfield, Ross committed Dec 16, 2014 90 91 92 93 94 ``````/** * There are enough special cases in determining the Z score where it useful to * put it in a single function. */ template `````` Martyn Gigg committed Sep 02, 2015 95 ``````std::vector getZscore(const vector &data) { `````` Whitfield, Ross committed Dec 16, 2014 96 97 98 99 100 `````` if (data.size() < 3) { std::vector Zscore(data.size(), 0.); return Zscore; } std::vector Zscore; `````` Martyn Gigg committed Sep 02, 2015 101 `````` Statistics stats = getStatistics(data); `````` Whitfield, Ross committed Dec 16, 2014 102 103 104 105 `````` if (stats.standard_deviation == 0.) { std::vector Zscore(data.size(), 0.); return Zscore; } `````` Hahn, Steven committed Jan 06, 2016 106 `````` for (auto it = data.cbegin(); it != data.cend(); ++it) { `````` Whitfield, Ross committed Dec 16, 2014 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 `````` double tmp = static_cast(*it); Zscore.push_back(fabs((tmp - stats.mean) / stats.standard_deviation)); } return Zscore; } /** * There are enough special cases in determining the modified Z score where it * useful to * put it in a single function. */ template std::vector getModifiedZscore(const vector &data, const bool sorted) { if (data.size() < 3) { std::vector Zscore(data.size(), 0.); return Zscore; } std::vector MADvec; double tmp; size_t num_data = data.size(); // cache since it is frequently used double median = getMedian(data, num_data, sorted); `````` Hahn, Steven committed Jan 06, 2016 128 `````` for (auto it = data.cbegin(); it != data.cend(); ++it) { `````` Whitfield, Ross committed Dec 16, 2014 129 130 131 132 133 134 135 136 137 138 `````` tmp = static_cast(*it); MADvec.push_back(fabs(tmp - median)); } double MAD = getMedian(MADvec, num_data, sorted); if (MAD == 0.) { std::vector Zscore(data.size(), 0.); return Zscore; } MADvec.clear(); std::vector Zscore; `````` Hahn, Steven committed Jan 06, 2016 139 `````` for (auto it = data.begin(); it != data.end(); ++it) { `````` Whitfield, Ross committed Dec 16, 2014 140 141 142 143 144 145 146 147 148 `````` tmp = static_cast(*it); Zscore.push_back(0.6745 * fabs((tmp - median) / MAD)); } return Zscore; } /** * Determine the statistics for a vector of data. If it is sorted then let the * function know so it won't make a copy of the data for determining the median. `````` Martyn Gigg committed Sep 02, 2015 149 150 `````` * @param data Data points whose statistics are to be evaluated * @param flags A set of flags to control the computation of the stats `````` Whitfield, Ross committed Dec 16, 2014 151 152 `````` */ template `````` Martyn Gigg committed Sep 02, 2015 153 ``````Statistics getStatistics(const vector &data, const unsigned int flags) { `````` Whitfield, Ross committed Dec 16, 2014 154 155 `````` Statistics stats = getNanStatistics(); size_t num_data = data.size(); // cache since it is frequently used `````` Martyn Gigg committed Sep 02, 2015 156 `````` if (num_data == 0) { // don't do anything `````` Whitfield, Ross committed Dec 16, 2014 157 158 `````` return stats; } `````` Martyn Gigg committed Sep 02, 2015 159 160 161 `````` // calculate the mean if this or the stddev is requested const bool stddev = ((flags & StatOptions::UncorrectedStdDev) || (flags & StatOptions::CorrectedStdDev)); `````` Hahn, Steven committed Feb 06, 2016 162 163 `````` if (stddev) { using namespace boost::accumulators; `````` Hahn, Steven committed Feb 06, 2016 164 `````` accumulator_set> acc; `````` Hahn, Steven committed Feb 06, 2016 165 166 `````` for (auto &value : data) { acc(value); `````` Martyn Gigg committed Sep 02, 2015 167 `````` } `````` Hahn, Steven committed Feb 06, 2016 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 `````` stats.minimum = min(acc); stats.maximum = max(acc); stats.mean = mean(acc); double var = variance(acc); if (flags & StatOptions::CorrectedStdDev) { double ndofs = static_cast(data.size()); var *= ndofs / (ndofs - 1.0); } stats.standard_deviation = std::sqrt(var); } else if (flags & StatOptions::Mean) { using namespace boost::accumulators; accumulator_set> acc; for (auto &value : data) { acc(value); } stats.mean = mean(acc); `````` Martyn Gigg committed Sep 02, 2015 186 `````` } `````` Hahn, Steven committed Feb 06, 2016 187 `````` `````` Martyn Gigg committed Sep 02, 2015 188 189 190 `````` // calculate the median if requested if (flags & StatOptions::Median) { stats.median = getMedian(data, num_data, flags & StatOptions::SortedData); `````` Whitfield, Ross committed Dec 16, 2014 191 `````` } `````` Hahn, Steven committed Feb 06, 2016 192 `````` `````` Whitfield, Ross committed Dec 16, 2014 193 194 195 196 197 198 `````` return stats; } /// Getting statistics of a string array should just give a bunch of NaNs template <> DLLExport Statistics `````` Martyn Gigg committed Sep 02, 2015 199 200 ``````getStatistics(const vector &data, const unsigned int flags) { UNUSED_ARG(flags); `````` Whitfield, Ross committed Dec 16, 2014 201 202 203 204 205 206 207 `````` UNUSED_ARG(data); return getNanStatistics(); } /// Getting statistics of a boolean array should just give a bunch of NaNs template <> DLLExport Statistics `````` Martyn Gigg committed Sep 02, 2015 208 209 ``````getStatistics(const vector &data, const unsigned int flags) { UNUSED_ARG(flags); `````` Whitfield, Ross committed Dec 16, 2014 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 `````` UNUSED_ARG(data); return getNanStatistics(); } /** Return the Rwp of a diffraction pattern data * @param obsI :: array of observed intensity values * @param calI :: array of calculated intensity values; * @param obsE :: array of error of the observed data; * @return :: RFactor including Rp and Rwp * */ Rfactor getRFactor(const std::vector &obsI, const std::vector &calI, const std::vector &obsE) { // 1. Check if (obsI.size() != calI.size() || obsI.size() != obsE.size()) { std::stringstream errss; errss << "GetRFactor() Input Error! Observed Intensity (" << obsI.size() << "), Calculated Intensity (" << calI.size() << ") and Observed Error (" << obsE.size() << ") have different number of elements."; throw std::runtime_error(errss.str()); } if (obsI.size() == 0) { throw std::runtime_error("getRFactor(): the input arrays are empty."); } double sumnom = 0; double sumdenom = 0; double sumrpnom = 0; double sumrpdenom = 0; size_t numpts = obsI.size(); for (size_t i = 0; i < numpts; ++i) { double cal_i = calI[i]; double obs_i = obsI[i]; double sigma = obsE[i]; double weight = 1.0 / (sigma * sigma); double diff = obs_i - cal_i; if (weight == weight && weight <= DBL_MAX) { // If weight is not NaN. sumrpnom += fabs(diff); sumrpdenom += fabs(obs_i); double tempnom = weight * diff * diff; double tempden = weight * obs_i * obs_i; sumnom += tempnom; sumdenom += tempden; if (tempnom != tempnom || tempden != tempden) { std::cout << "***** Error! ****** Data indexed " << i << " is NaN. " << "i = " << i << ": cal = " << calI[i] << ", obs = " << obs_i << ", weight = " << weight << ". \n"; `````` Campbell, Stuart committed Mar 30, 2011 265 266 `````` } } `````` Whitfield, Ross committed Dec 16, 2014 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 `````` } Rfactor rfactor(0., 0.); rfactor.Rp = (sumrpnom / sumrpdenom); rfactor.Rwp = std::sqrt(sumnom / sumdenom); if (rfactor.Rwp != rfactor.Rwp) std::cout << "Rwp is NaN. Denominator = " << sumnom << "; Nominator = " << sumdenom << ". \n"; return rfactor; } /** * This will calculate the first n-moments (inclusive) about the origin. For *example * if maxMoment=2 then this will return 3 values: 0th (total weight), 1st *(mean), 2nd (deviation). * * @param x The independent values * @param y The dependent values * @param maxMoment The number of moments to calculate * @returns The first n-moments. */ template std::vector getMomentsAboutOrigin(const std::vector &x, const std::vector &y, const int maxMoment) { // densities have the same number of x and y bool isDensity(x.size() == y.size()); // if it isn't a density then check for histogram if ((!isDensity) && (x.size() != y.size() + 1)) { std::stringstream msg; msg << "length of x (" << x.size() << ") and y (" << y.size() << ")do not match"; throw std::out_of_range(msg.str()); } // initialize a result vector with all zeros std::vector result(maxMoment + 1, 0.); // cache the maximum index size_t numPoints = y.size(); if (isDensity) numPoints = x.size() - 1; // densities are calculated using Newton's method for numerical integration `````` Martyn Gigg committed Sep 02, 2015 315 316 `````` // as backwards as it sounds, the outer loop should be the points rather // than `````` Whitfield, Ross committed Dec 16, 2014 317 318 319 320 321 322 323 324 325 `````` // the moments for (size_t j = 0; j < numPoints; ++j) { // reduce item lookup - and central x for histogram const double xVal = .5 * static_cast(x[j] + x[j + 1]); // this variable will be (x^n)*y double temp = static_cast(y[j]); // correct for histogram if (isDensity) { const double xDelta = static_cast(x[j + 1] - x[j]); temp = .5 * (temp + static_cast(y[j + 1])) * xDelta; `````` Campbell, Stuart committed Mar 30, 2011 326 327 `````` } `````` Whitfield, Ross committed Dec 16, 2014 328 329 330 331 332 `````` // accumulate the moments result[0] += temp; for (size_t i = 1; i < result.size(); ++i) { temp *= xVal; result[i] += temp; `````` Gigg, Martyn Anthony committed Jun 20, 2012 333 `````` } `````` Whitfield, Ross committed Dec 16, 2014 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 `````` } return result; } /** * This will calculate the first n-moments (inclusive) about the mean (1st *moment). For example * if maxMoment=2 then this will return 3 values: 0th (total weight), 1st *(mean), 2nd (deviation). * * @param x The independent values * @param y The dependent values * @param maxMoment The number of moments to calculate * @returns The first n-moments. */ template std::vector getMomentsAboutMean(const std::vector &x, const std::vector &y, const int maxMoment) { // get the zeroth (integrated value) and first moment (mean) std::vector momentsAboutOrigin = getMomentsAboutOrigin(x, y, 1); const double mean = momentsAboutOrigin[1]; // initialize a result vector with all zeros std::vector result(maxMoment + 1, 0.); result[0] = momentsAboutOrigin[0]; // escape early if we need to if (maxMoment == 0) return result; // densities have the same number of x and y bool isDensity(x.size() == y.size()); // cache the maximum index size_t numPoints = y.size(); if (isDensity) numPoints = x.size() - 1; // densities are calculated using Newton's method for numerical integration `````` Martyn Gigg committed Sep 02, 2015 375 376 `````` // as backwards as it sounds, the outer loop should be the points rather // than `````` Whitfield, Ross committed Dec 16, 2014 377 378 379 380 381 382 383 384 385 386 387 388 389 390 `````` // the moments for (size_t j = 0; j < numPoints; ++j) { // central x in histogram with a change of variables - and just change for // density const double xVal = .5 * static_cast(x[j] + x[j + 1]) - mean; // change of variables // this variable will be (x^n)*y double temp; if (isDensity) { const double xDelta = static_cast(x[j + 1] - x[j]); temp = xVal * .5 * static_cast(y[j] + y[j + 1]) * xDelta; } else { temp = xVal * static_cast(y[j]); `````` Peterson, Peter committed Sep 09, 2013 391 392 `````` } `````` Whitfield, Ross committed Dec 16, 2014 393 394 395 396 397 `````` // accumulate the moment result[1] += temp; for (size_t i = 2; i < result.size(); ++i) { temp *= xVal; result[i] += temp; `````` Peterson, Peter committed Sep 09, 2013 398 `````` } `````` Whitfield, Ross committed Dec 16, 2014 399 400 401 402 403 404 405 406 407 `````` } return result; } // -------------------------- Macro to instantiation concrete types // -------------------------------- #define INSTANTIATE(TYPE) \ template MANTID_KERNEL_DLL Statistics \ `````` Martyn Gigg committed Sep 02, 2015 408 `````` getStatistics(const vector &, const unsigned int); \ `````` Whitfield, Ross committed Dec 16, 2014 409 `````` template MANTID_KERNEL_DLL std::vector getZscore( \ `````` Whitfield, Ross committed Oct 05, 2015 410 `````` const vector &); \ `````` Whitfield, Ross committed Dec 16, 2014 411 412 413 414 415 416 417 418 419 420 421 `````` template MANTID_KERNEL_DLL std::vector getModifiedZscore( \ const vector &, const bool); \ template MANTID_KERNEL_DLL std::vector getMomentsAboutOrigin( \ const std::vector &x, const std::vector &y, \ const int maxMoment); \ template MANTID_KERNEL_DLL std::vector getMomentsAboutMean( \ const std::vector &x, const std::vector &y, \ const int maxMoment); // --------------------------- Concrete instantiations // --------------------------------------------- `````` Harry Jeffery committed Mar 19, 2015 422 423 424 425 426 427 428 429 ``````INSTANTIATE(float) INSTANTIATE(double) INSTANTIATE(int) INSTANTIATE(long) INSTANTIATE(long long) INSTANTIATE(unsigned int) INSTANTIATE(unsigned long) INSTANTIATE(unsigned long long) `````` Whitfield, Ross committed Dec 16, 2014 430 431 `````` } // namespace Kernel `````` 432 ``} // namespace Mantid``